private void CreateSingleFill(int size, int totalSize, int cumulativeSize, int remainingSize, double price, TimeStamp time, TimeStamp utcTime, CreateOrChangeOrder order)
{
if (debug)
{
log.Debug("Changing actual position from " + this.actualPosition + " to " + (actualPosition + size) + ". Fill size is " + size);
}
this.actualPosition += size;
//if( onPositionChange != null) {
// onPositionChange( actualPosition);
//}
var fill = new PhysicalFillDefault(size, price, time, utcTime, order.BrokerOrder, createSimulatedFills, totalSize, cumulativeSize, remainingSize, false, createActualFills);
if (debug)
{
log.Debug("Enqueuing fill (online: " + isOnline + "): " + fill);
}
var wrapper = new FillWrapper
{
IsCounterSet = isOnline,
Fill = fill,
Order = order,
};
if (enableSyncTicks && wrapper.IsCounterSet)
{
tickSync.AddPhysicalFill(fill);
}
fillQueue.Enqueue(wrapper);
}
private void CreateSingleFill(int size, int totalSize, int cumulativeSize, int remainingSize, double price, TimeStamp time, TimeStamp utcTime, PhysicalOrder order)
{
if (debug)
{
log.Debug("Changing actual position from " + this.actualPosition + " to " + (actualPosition + size) + ". Fill size is " + size);
}
this.actualPosition += size;
if (onPositionChange != null)
{
onPositionChange(actualPosition);
}
var fill = new PhysicalFillDefault(size, price, time, utcTime, order, createSimulatedFills);
if (debug)
{
log.Debug("Fill: " + fill);
}
if (onPhysicalFill == null)
{
throw new ApplicationException("Please set the OnPhysicalFill property.");
}
else
{
if (SyncTicks.Enabled)
{
tickSync.AddPhysicalFill(fill);
}
onPhysicalFill(fill, totalSize, cumulativeSize, remainingSize);
}
}
